Power laws and long memory

DOI10.1080/713666000zbMATH Open1405.91718OpenAlexW2104810914WikidataQ126242479 ScholiaQ126242479MaRDI QIDQ4646509FDOQ4646509

Author name not available (Why is that?)

Publication date: 14 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/713666000

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Fractals (28A80) Financial applications of other theories (91G80)

Cited In (3)

• Title not available (Why is that?)
• Long memory and self-similar processes
• Long Memory in Nonlinear Processes

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